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esraa1
Fluorite | Level 6

 

Hi!

from ACF and PACF plots and dickey fuller test , as shown below , the data is stationary or not ? why ?

 

 

esraa1_1-1593773687514.png

 
 
 
 
 

Capture.PNG

 

 

 

shayma
1 ACCEPTED SOLUTION

Accepted Solutions
Ksharp
Super User
the data is stationary due to ACF is down very quickly.

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7 REPLIES 7
Ksharp
Super User
the data is stationary due to ACF is down very quickly.
esraa1
Fluorite | Level 6

but from dickey fuller test show that the series is not stationary at lag 2 !

@Ksharp 

 

shayma
Ksharp
Super User
P Value is 0.0066 ?
esraa1
Fluorite | Level 6

@Ksharp yes 

but not significant at 5 % at lag 2 in single mean test

esraa1_0-1593774748358.png

 

shayma
Ksharp
Super User
If I was right . H0 : has unit root (the data is stationary ) . not significant means can't reject H0 , a.k.a the data is stationary .

P.S. I am not expert about it . Somebody should give you correct answer .
gamotte
Rhodochrosite | Level 12

Hello,

 

A unit root implies that the data is not stationary (shocks have persistent effects).

Ksharp
Super User
Hi,
My H0 maybe is not right .Hope some ETS guys could help you .

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